OMX Copenhagen 20 Uptrend Replay (2013-06-01 to 2015-05-01)
Replay the OMX Copenhagen 20's powerful 157.0% climb across 48 daily bars from 2011 to 2015, navigating a 6.3% max drawdown and an 11.2% single-bar surge. Step through each session, tackle nine decision points, and receive AI coach feedback in this simulated, educational training environment.
48 daily bars · 9 decision points · 2011-08 to 2015-10 · Stocks
Key facts
This window spans 1522 days with a peak-to-trough drawdown of 6.3% and a 180.2% run-up.
- Max drawdown
- −6.3%
- Max run-up
- +180.2%
- Duration
- 1522 days
- Largest single-day move
- +11.2%
- Bars
- 48 Daily bars
- Decision points
- 9
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The OMX Copenhagen 20, Denmark's flagship equity index, entered a critical transformation period starting August 2011. As the European debt crisis cast uncertainty across global markets, this Nordic benchmark began a journey that would test the resolve of every market participant. The scenario spans 48 daily bars of authentic price action across the 2010s, presenting traders with nine distinct decision points—three of them critical—where positioning choices could mean the difference between capturing a major move or being left behind.
The index surged from 359.41 to 923.52, delivering a remarkable 157.0% return over the data span. This powerful climb was not without turbulence: a maximum drawdown of 6.3% tested risk management discipline, while an 11.2% single-bar surge demonstrated the kind of explosive momentum that can either reward bold positioning or punish inadequate preparation. Navigating these dynamics in real time—without knowing the outcome—demands both conviction and flexibility.
This replay scenario strips away hindsight bias, forcing participants to make decisions with incomplete information—just as real traders must. The modest 6.3% max drawdown during such a powerful uptrend teaches that even favorable conditions require disciplined risk protocols. The 11.2% single-bar move underscores the importance of position sizing and volatility awareness. With nine decision points, including three critical junctures, the scenario hones the ability to recognize key inflection moments, manage exposure during momentum bursts, and maintain psychological equilibrium when markets move decisively. The educational value lies not in predicting outcomes, but in building robust decision-making frameworks that can adapt to evolving market conditions.